NYMEX Natural Gas Future August 2009
| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
4.245 |
3.876 |
-0.369 |
-8.7% |
4.300 |
| High |
4.245 |
3.876 |
-0.369 |
-8.7% |
4.464 |
| Low |
3.838 |
3.733 |
-0.105 |
-2.7% |
3.733 |
| Close |
3.856 |
3.766 |
-0.090 |
-2.3% |
3.766 |
| Range |
0.407 |
0.143 |
-0.264 |
-64.9% |
0.731 |
| ATR |
0.226 |
0.220 |
-0.006 |
-2.6% |
0.000 |
| Volume |
7,096 |
12,207 |
5,111 |
72.0% |
44,660 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.221 |
4.136 |
3.845 |
|
| R3 |
4.078 |
3.993 |
3.805 |
|
| R2 |
3.935 |
3.935 |
3.792 |
|
| R1 |
3.850 |
3.850 |
3.779 |
3.821 |
| PP |
3.792 |
3.792 |
3.792 |
3.777 |
| S1 |
3.707 |
3.707 |
3.753 |
3.678 |
| S2 |
3.649 |
3.649 |
3.740 |
|
| S3 |
3.506 |
3.564 |
3.727 |
|
| S4 |
3.363 |
3.421 |
3.687 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.181 |
5.704 |
4.168 |
|
| R3 |
5.450 |
4.973 |
3.967 |
|
| R2 |
4.719 |
4.719 |
3.900 |
|
| R1 |
4.242 |
4.242 |
3.833 |
4.115 |
| PP |
3.988 |
3.988 |
3.988 |
3.924 |
| S1 |
3.511 |
3.511 |
3.699 |
3.384 |
| S2 |
3.257 |
3.257 |
3.632 |
|
| S3 |
2.526 |
2.780 |
3.565 |
|
| S4 |
1.795 |
2.049 |
3.364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.464 |
3.733 |
0.731 |
19.4% |
0.252 |
6.7% |
5% |
False |
True |
8,932 |
| 10 |
4.789 |
3.733 |
1.056 |
28.0% |
0.245 |
6.5% |
3% |
False |
True |
10,787 |
| 20 |
4.789 |
3.520 |
1.269 |
33.7% |
0.223 |
5.9% |
19% |
False |
False |
8,969 |
| 40 |
4.789 |
3.520 |
1.269 |
33.7% |
0.186 |
4.9% |
19% |
False |
False |
6,371 |
| 60 |
4.820 |
3.520 |
1.300 |
34.5% |
0.192 |
5.1% |
19% |
False |
False |
5,157 |
| 80 |
5.350 |
3.520 |
1.830 |
48.6% |
0.192 |
5.1% |
13% |
False |
False |
4,258 |
| 100 |
6.619 |
3.520 |
3.099 |
82.3% |
0.196 |
5.2% |
8% |
False |
False |
3,596 |
| 120 |
6.987 |
3.520 |
3.467 |
92.1% |
0.192 |
5.1% |
7% |
False |
False |
3,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.484 |
|
2.618 |
4.250 |
|
1.618 |
4.107 |
|
1.000 |
4.019 |
|
0.618 |
3.964 |
|
HIGH |
3.876 |
|
0.618 |
3.821 |
|
0.500 |
3.805 |
|
0.382 |
3.788 |
|
LOW |
3.733 |
|
0.618 |
3.645 |
|
1.000 |
3.590 |
|
1.618 |
3.502 |
|
2.618 |
3.359 |
|
4.250 |
3.125 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3.805 |
3.994 |
| PP |
3.792 |
3.918 |
| S1 |
3.779 |
3.842 |
|